+189.9%
LQD vs SWK
+410.7%
-220.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -0.4% | -0.4% | 0.0% | -0.4% |
| 30D | -0.8% | -5.7% | +5.0% | -0.6% |
| 3M | -1.9% | +24.1% | -26.0% | -2.7% |
| 6M | -2.7% | +24.7% | -27.4% | -3.5% |
| YTD | -1.3% | +33.9% | -35.2% | -2.4% |
| 1Y | 0.0% | +34.7% | -34.7% | -1.3% |
| 3Y | +14.9% | +15.3% | -0.4% | +13.5% |
| 5Y | -4.6% | -39.3% | +34.7% | -4.8% |
| 10Y | +22.0% | +2.5% | +19.5% | +19.7% |
| All | +189.9% | +410.7% | -220.8% | +179.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling